5: Fluctuations
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This chapter discusses fluctuations of macroscopic variables, mostly at thermodynamic equilibrium. In particular, it describes the intimate connection between fluctuations and dissipation (damping) in dynamic systems weakly coupled to multi-particle environments, which culminates in the Einstein relation between the diffusion coefficient and mobility, the Nyquist formula, and its quantum mechanical generalization – the fluctuation-dissipation theorem. An alternative approach to the same problem, based on the Smoluchowski and Fokker-Planck equations, is also discussed in brief.
Thumbnail: The Kramers problem.